+240.7%
BURL vs UTHR
+382.4%
-141.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +4.1% | -6.1% | +10.2% | +5.3% |
| 30D | -9.5% | +3.1% | -12.6% | -10.0% |
| 3M | -33.5% | +5.5% | -39.0% | -34.4% |
| 6M | -22.1% | -5.8% | -16.3% | -21.5% |
| YTD | -14.6% | +15.3% | -29.9% | -17.7% |
| 1Y | -8.4% | +23.8% | -32.2% | -13.0% |
| 3Y | +86.6% | +146.3% | -59.7% | +47.3% |
| 5Y | -17.2% | +177.8% | -195.0% | -38.0% |
| All | +240.7% | +382.4% | -141.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling